Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
- Udgivet
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, Søren, 1991, I: Econometrica. 59, 6, s. 1551-80Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Test for cointegration rank in partial systems
Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, s. 32.Publikation: Working paper › Forskning
- Udgivet
Times Series: Cointegration
Johansen, Søren, 2015, International Encyclopedia of the Social & Behavioral Sciences. Wright, J. D. (red.). 2 udg. Oxford: Elsevier, Bind 24. s. 322--330 9 s.Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Formidling
- Udgivet
Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data
Johansen, Søren, 1994, Testing Exogeneity. Advanced Texts in Econometrics. Ericsson, N. & Irons, J. (red.). Oxford: Oxford University Press, s. 121-143Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Determination of Cointegration Rank in the Presense of a Linear Trend
Johansen, Søren, 1992, I: Oxford Bulletin of Economics and Statistics. 54, 3, s. 384-97Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables
Johansen, Søren, 1992, Københavns Universitet, s. 26.Publikation: Working paper › Forskning
- Udgivet
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
Juselius, Katarina & Johansen, Søren, 2001, Department of Economics, University of Copenhagen, 41 s.Publikation: Working paper › Forskning
- Udgivet
Extracting information from the data: a European view on empirical macro
Juselius, Katarina & Johansen, Søren, 2006, Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (red.). Cambridge: Cambridge University Press, s. 301-333Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Statistical analysis of global surface temperature and sea level using cointegration methods
Schmidt, T., Johansen, Søren & Thejll, P., 2012, I: Journal of Climate. 25, 22, s. 7822-7833 12 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Statistical analysis of global surface air temperature and sea level using cointegration methods
Schmith, T., Johansen, Søren & Thejll , P., 2011, Department of Economics, University of Copenhagen, 29 s.Publikation: Working paper › Forskning
ID: 8722
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper › Forskning
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